Cross Correlation Function
ParameterValue
Box-Cox transformation parameter (lambda) of X series1
Degree of non-seasonal differencing (d) of X series0
Degree of seasonal differencing (D) of X series1
Seasonal Period (s)12
Box-Cox transformation parameter (lambda) of Y series1
Degree of non-seasonal differencing (d) of Y series0
Degree of seasonal differencing (D) of Y series0
krho(Y[t],X[t-k])
-130.279076664313528
-120.374752142695155
-110.0511854017560024
-100.413872787354109
-90.269005687500982
-80.108270818631738
-70.282039283062446
-60.211617086322655
-50.0638828033923742
-40.323596806209968
-30.131473593485516
-20.00512737237257253
-10.22126907700475
0-0.0394899713187497
1-0.0117874691322641
20.181810337141005
3-0.121908810567629
4-0.0862751547218497
50.0254217182595639
6-0.14716391265108
7-0.123539852655861
8-0.0123837859106411
9-0.218743174394968
10-0.191247398476388
11-0.0608498165313204
12-0.266022159575433
13-0.168200117165143